A bias in the volatility smile
Crossref DOI link: https://doi.org/10.1007/s11147-016-9124-0
Published Online: 2016-06-16
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chance, Don M.
Hanson, Thomas A.
Li, Weiping
Muthuswamy, Jayaram
License valid from 2016-06-16